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i.lucas avatar image
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what do categorisation of trades means in TimeAndSales template ?

I guess OB is Order Book, AU = auction , but for the other values... RX ? OH? PA?


thank you for your help

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3 Answers

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Jirapongse avatar image
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@i.lucas

I found this information on the TAS Help page.



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Jirapongse avatar image Jirapongse

Trade Flag Description
"OB " Order Book
"OH " Order Book - Hidden
"AU " Auction Trades
"DK " Dark order book trades
"RX " Real time On exchange reported trades
"DX " Delayed On exchange reported trades
"RO " Real time Off Exchange (OTC)
"DO " Delayed Off Exchange (OTC)
"NA " Non-Trade
"OT " Other
"PA " Periodic Auction Trade (typically operating alongside continuous and distinct from other auctions)
"SI " Real Time Systematic Internaliser (SI) Trade
"SD " Delayed Systematic Internaliser (SI) Trade

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i.lucas avatar image
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thank you!! that is perfect!

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wei.gang avatar image
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Hi, Could you please share the TAS Help page for this info? Thanks

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